Pseudo regression integration for quantized

integrate_psi_aw_g_quant(
  at,
  av,
  covars,
  w_names,
  pseudo_model,
  g_model,
  exposure,
  psi_aw,
  use_multinomial,
  density_type
)

Arguments

at

Training data

av

Validation data

covars

Covariates using the m model

w_names

Covariates used in the g model

pseudo_model

Pseudo regression model

g_model

Exposure density/probability model

exposure

A numeric indicating the magnitude of the shift to be computed for the exposure A. This is passed to the internal

psi_aw

Vector of pseudo regression predictions

use_multinomial

TRUE/FALSE whether multinomial regression is used

density_type

Type of density estimation sl or hal

Value

A data.table with two columns, containing estimates of the outcome mechanism at the natural value of the exposure Q(A, W) and an upshift of the exposure Q(A + delta, W).

Details

Does the double integration as described in lemma 1